White Paper

Funding Liquidity Risk

From measurement to management

About this paper

The increasing complexity of banking products and stronger reliance on capital markets has helped put a spotlight on the importance of financing liquidity risk management. Liquidity risk management is of great interest to regulators as well, because a liquidity shortfall at a single significant institution can have significant system-wide effects. This white paper describes a framework for both the measurement and management of liquidity risk, covering the following areas: measurement of liquidity risk; stress-testing of cash flows; managing the optimal liquidity hedging portfolio; planning for liquidity execution; allocation and pricing of liquidity risk.

About SAS

SAS is the leader in business analytics software and services, and the largest independent vendor in the business intelligence market. Through innovative solutions, SAS helps customers at more than 75,000 sites improve performance and deliver value by making better decisions faster. Since 1976 SAS has been giving customers around the world THE POWER TO KNOW®.